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Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process
Golubin, A. Y.; Gridin, V. N. - In: Scandinavian actuarial journal 2023 (2023) 1, pp. 20-37
Persistent link: https://www.econbiz.de/10013491048
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Some optimisation problems in insurance with a terminal distribution constraint
Colaneri, Katia; Eisenberg, Julia; Salterini, Benedetta - In: Scandinavian actuarial journal 2023 (2023) 7, pp. 655-678
Persistent link: https://www.econbiz.de/10014383890
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Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps
Li, Danping; Zeng, Yan; Yang, Hailiang - In: Scandinavian actuarial journal (2018) 2, pp. 145-171
Persistent link: https://www.econbiz.de/10011881073
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A note on Mossin's theorem for deductible insurance given random initial wealth
Hong, Liang - In: Scandinavian actuarial journal (2018) 5, pp. 404-411
Persistent link: https://www.econbiz.de/10011881457
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Optimal insurance in the presence of reinsurance
Zhuang, Sheng Chao; Boonen, Tim J.; Ken Seng Tan; Xu, … - In: Scandinavian actuarial journal (2017) 6, pp. 535-554
Persistent link: https://www.econbiz.de/10011848458
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Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
Barigou, Karim; Dhaene, Jan - In: Scandinavian actuarial journal 2019 (2019) 2, pp. 163-187
Persistent link: https://www.econbiz.de/10012194944
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Dirichlet process mixture models for insurence loss data
Hong, Liang; Martin, Ryan - In: Scandinavian actuarial journal (2018) 6, pp. 545-554
Persistent link: https://www.econbiz.de/10011939709
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Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility
Jiang, Wenjun - In: Scandinavian actuarial journal 2022 (2022) 9, pp. 775-793
Persistent link: https://www.econbiz.de/10013419042
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Pareto-optimal insurance with an upper limit on the insurer’sexposure
Coke, Oma; Ghossoub, Mario; Zhu, Michael B. - In: Scandinavian actuarial journal 2024 (2024) 3, pp. 227-251
Persistent link: https://www.econbiz.de/10014520474
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Moral-hazard-free insurance : mean-variance premium principle and rank-dependent utility theory
Xu, Zuo Quan - In: Scandinavian actuarial journal 2023 (2023) 3, pp. 269-289
Persistent link: https://www.econbiz.de/10014336334